+67.8%
ZETA vs CLX
-20.9%
+88.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.1% |
| 7D | +2.7% | -9.2% | +11.9% | +2.7% |
| 30D | +15.8% | -11.0% | +26.9% | +16.0% |
| 3M | +35.4% | +5.0% | +30.4% | +38.5% |
| 6M | +67.1% | -18.8% | +85.9% | +62.5% |
| YTD | +54.1% | -4.4% | +58.5% | +50.6% |
| 1Y | +67.8% | -21.9% | +89.7% | +53.4% |
| All | +67.8% | -20.9% | +88.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling